First you make a pattern of the shape you like.
I searched the internet for a photo of a windowscreen I liked and made it 1:12th scale.
Like this one:

I made a drawing of the shape on the paper:

Put the iron wire in the scoubidou string:

and start making the shape:

When you are satisfied glue the ends together. Then make some short pieces for the ´legs´ of the screen:

After it has dried you can paint it with gesso (I use 2 layers to cover the string):

When the gesso is dry you can give your screen a coat of woodstain (that´s what I did), but you can also use any colour of paint you wish:

Cut some (net) fabric and glue onto the screen:

When the glue has dried cut along the lines of the screen:

and stain or paint the ends (of the fabric) again:

And you will have a windowscreen ;-)

What is scoubidou?

I quote from wikipedia: scoubidou threads are supple, round and hollow plasticized PVC tubes usually about 80 centimetres in length. They are sold in various colours, sizes and types, and are used to make various items by binding them together with special knots. On account of their elasticity and hollow cross-section — which allow them to collapse and deform when pulled — they can easily form extremely tight and stable knots. Key chains, friendship bands and other trinkets are most commonly woven, although more complicated shapes and figures can also be created.

Other names are (again according to wiki):
Gimp, Scoubi, Scoobie, Boondoggle, or Lanyard

I hope the tutorial was clear enough. If you have any questions feel free to ask.
And once you have tried scoubidou I think you will see more possibilities to use them.

Thank you so much, Lara for this very instructive tutorial. I had never heard about the scoubidous before, and I have to find a place where they sell it, it sounds like a material with lots of possibilities..I will look forward to have the time to investigate that!